基于VAR模型的长三角城市群经济泡沫预警研究

Early Warning System of Urban Agglomerations Economic Bubble in the Yangtze River Delta Based on VAR Model

为实现对城市群经济泡沫的预警,利用VAR技术且结合重要影响因素,构建了城市群经济结构模型并做了必要的修正。对城市群现状、长三角城市群特征、城市群结构的研究发现,3个成员组成的城市群具有较典型的代表性。构建了由总量、结构、单项组成的指标体系,并对三成员城市群泡沫加以分析。利用整体性指标预警模式,弥补了颜色预警表意狭小的不足,并以1978~2010年数据验证。为降低城市群发展中受经济泡沫危害,提供了有益的借鉴。

To building the early warning system of urban agglomeration bubble（EWSUAB）,VAR model is used to build the economic structure model of urban agglomeration（UA）,and some internal factors,which could influence the development of UA,are used to correct UA model.By analyzing the status of UA,the Yangtze River Delta urban agglomeration（YRDUA）characteristics,UA structure,and three members of UA comprise more typical characteristics in bubble research.Reliant on the analysis of developments of the economic bubble of UA,indicators system of BEWSUA is designed which is composed of Aggregate Bubble Indicators（ABI）,Structure Bubble Indicators（STBI）,and Single Bubble Indicators（SIBI）.Overall Bubble Indicators（OBI）is used to make up indicators system of EWSUAB by figure which could overcome the shortcoming of the narrow meaning of color warning mode,and indicators system of EWSUAB is checked by using data from 1978 to 2010.And this method would be helpful to reduce harm during the development of UA in the future.